+112.2%
DT vs IJH
+110.3%
+1.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.6% |
| 7D | -0.5% | -0.7% | +0.2% | +0.2% |
| 30D | +0.1% | -3.8% | +3.9% | +3.6% |
| 3M | +24.1% | 0.0% | +24.1% | +23.6% |
| 6M | +30.1% | +8.8% | +21.4% | +19.1% |
| YTD | +16.8% | +13.5% | +3.2% | +2.3% |
| 1Y | -0.1% | +15.4% | -15.5% | -13.9% |
| 3Y | +6.8% | +50.9% | -44.1% | -29.7% |
| 5Y | -28.4% | +47.8% | -76.2% | -50.8% |
| All | +112.2% | +110.3% | +1.9% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling